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Chapter 7

Training Images-Based Stochastic Simulation on

Many-Core Architectures
Tao Huang and Detang Lu
Additional information is available at the end of the chapter
http://dx.doi.org/10.5772/64276

Abstract
In the past decades, multiple-point geostatistical methods (MPS) are increasing in
popularity in various fields. Compared with the traditional techniques, MPS techni
ques have the ability to characterize geological reality that commonly has complex
structures such as curvilinear and long-range channels by using high-order statistics for
pattern reconstruction. As a result, the computational burden is heavy, and some
times, the current algorithms are unable to be applied to large-scale simulations. With
the continuous development of hardware architectures, the parallelism implementa
tion of MPS methods is an alternative to improve the performance. In this chapter, we
overview the basic elements for MPS methods and provide several parallel strategies
on many-core architectures. The GPU-based parallel implementation of two efficient
MPS methods known as SNESIM and Direct Sampling is detailed as examples.
Keywords: geostatistics, multiple point, stochastic simulation, training image, manycore architecture

1. Introduction
Geostatistical stochastic simulation is important for the research of geological phenomenon. In
the past several decades, a large number of geostatistical methods have been developed based
on the spatial covariance properties of the geological data. The traditional tool to quantify the
spatial covariance is known as variogram, which measures the covariance among any two points
separated by a certain distance [1]. Although variogram-based methods are successfully applied
to multi-Gaussian system, they have limitations for the characterization of complex systems
such as the curvilinear or long-range continuous facies [24]. An alternative known as multiple-

2016 The Author(s). Licensee InTech. This chapter is distributed under the terms of the Creative Commons
Attribution License (http://creativecommons.org/licenses/by/3.0), which permits unrestricted use, distribution,
and reproduction in any medium, provided the original work is properly cited.

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point geostatistical (MPS) simulation was proposed to produce geologically realistic structure
by using high-order spatial statistics based on conceptual training images [5, 6]. The concept of
training image is introduced from explicit to represent geological structures with a numeral
image generated from outcrops, expert sketching, or conditional simulations of variogrambased methods. Since the training images can incorporate additional information such as the
expert guesses, prior database, and physical models, besides the spatial features, the simula
tion using TIs is straightforward and smart [7].
Due to the ability of reconstructing geological realistic, MPS methods are gaining popularity,
and various algorithms have been proposed including pixel-based algorithms [5, 8, 9], patternbased algorithms [1013], and optimal algorithms [1416]. These algorithms have been applied
to broad fields such as oil and gas industry [1719], fluid prediction [20, 21], climate modeling
[22]. However, some application suffers from the computational burden routinely. Since MPS
methods need to scan the training image, abstract patterns, and reconstruct the patterns in the
simulation grid, physical memory and running time are challenging or even unusable for largescale or pattern-rich simulation models.
Many effects have been made to decrease the central processing units (CUP) and RAM expense.
Approaches such as multiple grid technique [23], optimization of data storage with a list
structure [24], hierarchical decomposing [25], Fourier space transform [26] have been intro
duced, while the computational burden remains heavy for very large grids and complex spatial
models.
With the development of hardware, utilization of multiple-core central processing units (CPU),
or graphic processing units (GPU), for parallel applications are increasing in popularity in
various fields including geostatistical simulation. In 2010, Mariethoz investigated the possi
bility to parallelize the MPS simulation process on realization level, path-level, or node-level
and proposed a general conflict management strategy [27]. This strategy has been implement
ed on a patch-based SIMPAT method [28]. Parallel implements for other geostatistical
algorithms, such as the parallel two-point geostatistical simulation [29], parallel pixel-based
algorithms [30], and parallel optimal algorithms [31] have been proposed constantly.
In this article, we will present the parallel several schemes of MPS simulation on many-core
and GPU architectures. The Compute Unified Device Architecture (CUDA) that provides
access between CUPs and GPUs is used to illustrate the parallel strategies [32, 33]. Examples
of the two general MPS algorithms known as SENSIM and DS are implemented and compared
[34, 35] with the original algorithms to present the ability of pattern reproduction and the
improvement of computational performance.

2. Methodology
Currently, geostatistical simulations are processed with a large number of MPS algorithms
using various techniques. Besides the difference in process definition and algorithmic imple
mentation, these algorithms share similarities of the fundamental elements [36].

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2.1. General framework

Generally, the overall framework of these algorithms is constructed as follows:
1.

Migrate conditioning points to the corresponding grid nodes.

2.

Define data template to abstract or clustering patterns from the training image.

3.

Define a simulation path for the nodes to be simulated.

4.

Using the conditioning data and previous simulated nodes as priori data to sample from
the training image.

5.

Place the sample to the simulation grid.

6.

Repeat threefive until meeting the stopping criterion.

For each algorithm, one or some of the basic steps may have some identity. In this section, we
will focus on the two algorithms following different theory, single normal equation simulation
(SNESIM) and DS, to illustrate the application of parallel strategies on MPS simulations.
2.2. SNESIM review
The methodology of single normal equation simulation (SNESIM) is a sequential paradigm
developed from the random concepts theory with the property of generating conditional
distribution with local conditioning instead of global conditioning. The local conditional
distribution is aggregated with the local data event. Considering a category property S with
K possible states {s(k), k = 1, , K}, a data template n is comprised of a geometry of n vectors
{h, = 1, , n}. The data event dn centered at u is defined with the template and the corre
sponding n values {s(u + h), = 1, , n}. Consequently, the conditional probability of the
occurrence of state sk denoted as Prob{S(u) = sk|S(u), = 1 n} or Prob{S(u) = sk|dn} is defined
following Bayes theorem:

Prob{S(u)=s k |d n }=

Prob{S(u)=s k and d n }
Prob{d n }

(1)

Where Prob{dn} and Prob{S(u) = sk and dn} are the probability of the occurrence of dn and the
associated to a central value S(u) = sk respectively. In practice, this probability can be obtained
by counting the number of replicates of the training image, which is calculated by:

Prob{S(u)=s k |d n }=

c k (d n )
c(d n )

(2)

c{dn} is the number of replicates of the conditioning data dn, and ck{dn} is the number of
replicates inferred from ck(dn) of which the central node S{u} has a value of s(k).

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To reduce the computational burden of scanning the training image, SNESIM analyzes the
training image and constructs a search tree to store all the patterns before sequential simula
tion. Then the same data template is used to aggregate the local distribution of the simulation
grid for sampling values from the data base to the simulation grid.
The implementation of SNESIM algorithm is shown in Figure 1.

Figure 1. Flowchart for SNESIM process.

As described, the memory consumption is largely related to the size of data template and the
pattern richness of the training image. At the same time, the pattern retrieving time also
increases for the complex cases. To address this problem, a GPU-based parallel method is
proposed in the following section.
2.3. Direct Sampling review
Direct Sampling is a novel MPS technique that borrows ideas from a sampling method
introduced by Shannon totally abandoning the conditional probability approach. Instead of
the conditional distribution, a measurement distance is used to calculate the similarity between

Training Images-Based Stochastic Simulation on Many-Core Architectures

http://dx.doi.org/10.5772/64276

the local conditioning and the data event got from the training image along a random path.
The distance method enables the application to both categorical and continuous variables.
During the sequential simulation, for each node to be simulated in the simulation grid, the
training image is scanned along a circular unilateral path [37] and the distance is calculated.
As long as the distance is smaller than the defined threshold, the current data event in the
training image is sampled, and the central value is assigned to the node to be simulated in the
simulation grid directly. The flowchart of Direct Sampling is shown in Figure 2.

Figure 2. Flowchart for Direct Sampling process.

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Since this method does not need to store patterns, it releases the memory intensity; on the other
hand, parameter is the key factor for Direct Sampling.
There are three main input parameters:
1.

Maximum number of closest neighbors n, namely, the size of data template of SNESIM.

2.

The distance threshold t. A value of t = 0 means a trend of verbatim copy of the training
and the increasing value introduce more variabilities between realizations in pattern
reproduction.

3.

The fraction of scanned TI f. The fraction is defined to stop the process of scanning the
training image while no distances are under the threshold. If the percentage of nodes in
the training image reach f, the scanning stops and the pattern with lowest distance is
sampled.

Sensitivity analysis of parameters [38] shows trade-offs between the quality of realizations and
the CPU times.

3. Many-core architectures
3.1. Overview
A computing component that featured with two or more processing units to execute program
instructions independently is known as a multicore processor. With the ability of running
multiple instructions at the same time, multicore processors increase overall speed for many
general-purpose computing. Currently, adding support for more execution threads is the norm
avenue to improve the performance of high-end processors. The many-core architectures are
formed by manufacturing massive multicores on a single component. For general-purpose
parallel computing, many-core architectures on both the central processing unit (CPU) and the
graphics processing unit (GPU) are available for different tasks.
Compared with a many-core CPU architecture known as a supercomputer, the general GPU
has many more cores, which are constructively cheap and suitable for intensive computing.
3.2. GPU and CUDA
Originally, a GPU is a graphic card attached with a cluster of streaming processors aimed at
graphic-oriented details that needs the ability of extremely fast processing of large-volume
data sets. To apply the special-purpose GPU to general-purpose application, NVIDIA provides
a user-friendly development environment that is Compute Unified Device Architecture
(CUDA). The CUDA platform enables the generation of parallel codes on GPUs by driving the
process from the CPU to GPU. A CUDA program is a unified code that consists of executions
on both the host (CUP) and the device (GPU) by CUDA kernel functions that are called out
from the host to the device for asynchronously execution. The massive parallelism is carried
out in each kernel on CUDA threads that are the basic executing units on the GPU. The CUDA

Training Images-Based Stochastic Simulation on Many-Core Architectures

http://dx.doi.org/10.5772/64276

provides an interface named Peripheral Component Interconnect Express (PCI-e) for the
intercommunication between host and device and shared memory for synchronization among
the parallel threads. The general architecture of CUDA and CUDA memory is illustrated in
Figures 3 and 4. More details could be referred from the Guides of NVIDA.

Figure 3. The general architecture of CUDA.

Figure 4. CUDA device memory organization.

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4. Parallel strategies
Generally, there are three strategies to implement the parallelism of MPS algorithms, that is,
realization-level, path-level, and the node-level parallelization. The bottleneck for large-scale
application focuses on the millions of nodes in the training image and simulation grids. So we
present two parallel implementations on node-level for SNESIM and on both node-level and
path-level for Direct Sampling in this section.
4.1. GPU-based SNESIM implementation
In 2013, a node-level parallelization was applied to SNESIM algorithm and achieved significant
performance improvement [34]. The overall parallel scheme is illustrated in Figure 5.

Figure 5. Procedure of GPU-based SNESIM implementation.

By transferring the training image and simulation grid from the CPU to GPU, each node is
assigned to a CUDA thread. For each unsimulated node along the random simulation path,
Kernel 1 compares each value of the given data template dn with every central nodes in the
training image simultaneously and returns the number of replicates ck(dn) for each stage k.
With these outputs, Kernel 2 calculates the conditional cumulative distribution function
(CCDF) and uses Monte Carlo sampling to draw a value to this node. Repeat the kernels along
a random path until all the nodes in the simulation grid are simulated. Transfer the results
from GPU to CPU.

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http://dx.doi.org/10.5772/64276

Since the most time-consuming part, that is getting data event for each node, is parallelized in
Kernel 1, this GPU-based implementation gains significant speedup. Moreover, in contrast
with the increasing physical memory demanding along the template sizes of original imple
mentation, the proposed GPU implementation fixes the amount of memory.
4.2. GPU-based Direct Sampling implementation
Similar parallelization could also be applied to the Direct Sampling algorithm. Besides the
parallelism of the data template, the searching fraction could also be parallelized. The twostage parallel scheme was implemented in 2013 [35]. The procedure of the GPU-based
implementation is illustrated in Figure 6.

Figure 6. Procedure of GPU-based Direct Sampling implementation.

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As described, there are three important parameters controlling the simulation of Direct
Sampling, that is t, n, and f. This scheme implements the parallelism on two of the three
parameters that is n and f.
4.2.1. Parallelism of n
The number of neighbor is the n closest previously simulated nodes to define a data template.
Different from the data template used in SNESIM that is controlled by the predefined geom
etry, the data templates consisted of the n closest simulation nodes and have the flexibility of
adaption shape and searching range. Due to these flexibilities, this approach can directly catch
large-scale structures and easily condition to hard data. On the other hand, the searching for
the n neighbors is also the most time-consuming part in the serial implementation.
The parallelism of n is achieved in Kernel 2 and Kernel 3. In Kernel 2, each previously simulated
node is allocated to a CUDA thread and calculates the Euclidean distance to the node to be
simulated simultaneously. These distances are transferred to Kernel 3 and sorted using a
parallel sorting algorithm.
4.2.2. Parallelism of f
In the serial program if the similarity-distance between data events of the simulation grid and
the one sampled from the current training image node is higher than the threshold, a new
central node will be sampled from the training image along a random path. Most nodes of the
training image that may be visited is defined as f NTI, as a result, large amount of data event
will be sampled in large-scale 3-days simulations.
The parallelization of f is implemented in Kernel 4 that allocates f NTI threads to f NTI central
nodes in the training image using a unique random path denoting each node. Thus these
similarity distances are calculated simultaneously. There are two possibilities for the similarity
distance and the data sampling strategy is shown as follows:
1.

There are values lower than the threshold t, choose the one that has the smallest path index
from the data events with a lower distance.

2.

There are no values lower than the threshold t, choose the one that has the smallest path
index from the data events with the lowest distance.

Finally, the central value of the chosen data event is assigned to the simulation grid by Kernel
6. Repeat all these kernels until all the nodes in the simulation grid are simulated.

5. Experiments
In this section, the performance of the GPU-based implementations is compared with that
obtained using SGeMS software [39]. A computer with 4 GB main memory, Interal Core i3540
3.07 GHz CPU, and NVIDIA GeForce GTX 680 GPU that contains eight streaming multiproc
essors with 192 CUDA Cores/MP and 2 GB device memory is used for the simulation. The

Training Images-Based Stochastic Simulation on Many-Core Architectures

http://dx.doi.org/10.5772/64276

programming platform is the NVIDIA driver version 301.42 with CUDA version 4.2 imple
mented on VS2010 using C++.
To test the performance of the GPU-based SNESIM algorithm, a 2D porous slice image
obtained by CT scanning is used as the training image. The 200 200 pixels training image and
the corresponding histogram for background and the pore are shown in Figure 7.

Figure 7. Training image of porous slice and the Histogram.

Figure 8. SNESIM realization using CUP and GPU. (a)(d) CPU-based realizations with the number template equals
50, 120, 200 and 350, respectively; (e)(h) GPU-based realizations with the number template equals 50, 120, 200 and
350, respectively.

Realizations of the same size as the training image using data template of 50, 120, 200, and 350
nodes are generated for each simulation. The realizations generated with CPU and GPU are
shown in Figure 8. The average variograms for each simulation are shown in Figure 9a, and

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the performance is shown in Figure 9b. The results show that the proposed GPU-based
algorithm can generate similar realizations as the original algorithm, whereas significantly
increases the performance. The speedup ranges from six to 24 times depending on the template
size than a larger template size resulting in a larger speedup.

Figure 9. Results and performance comparison between the CPU and GPU implementation. (a) Variogram of the train
ing image and the average variogram of the realizations of Figure 8 and (b) speedup obtained by using the GPU-based
parallel scheme.

The performance of the GPU-based Direct Sampling algorithm is also compared with the
original algorithm on a 100 130 by 20 fluvial reservoir training image as shown in Figure 10.

Figure 10. A 100 130 by 20 fluvial reservoir training image.

Parameter sensitivities are analyzed on n = 30, 50, 100, 200, f = 0.005, 0.01, 0.02, 0.05, and t = 0.01,
0.02, 0.05, 0.1, respectively, with which reasonable realizations are generated. The performance
times are shown in Figure 11.

Training Images-Based Stochastic Simulation on Many-Core Architectures

http://dx.doi.org/10.5772/64276

Figure 11. Performance comparison. (a) Performance with fixed t = 0.2, f = 0.005 and varying n = 30, 50, 100, and 200; (b)
performance with fixed n = 30, t = 0.02 and varying f = 0.005, 0.01, 0.02, and 0.05; (c) performance with fixed n = 30,
f = 0.005 and varying t = 0.01, 0.02, 0.05, and 0.1.

The results show that GPU-based implementation significantly improves the performance for
all the tests. Moreover, the sensitivity of parameters to performance is alleviated with the
parallel scheme. The time difference is around 200 s for n and f and almost none for t for the
GPU-based implementation, whereas it can be as large as several magnitudes for the CPUbased implementation.
In summary, both the presented GPU-based parallel schemes for SNESIM and Direct Sampling
achieve significant speedups, especially for large-scale simulations with their node-level
parallelism strategy. Moreover, the parallel implementations are insensitive to parameters that
are the key points not only for performance but also for simulation results implying for better
results in application. These strategies could be further improved with other parallel optimi
zation methods as well. In fact, besides the node-level parallel schemes for SNESIM and Direct
Sampling, various parallelisms have been proposed and new optimizations are keeping
introduced aimed at further improvements. Up to now, almost all kinds of MPS algorithms
could be implemented on a parallel scheme. Many-core architectures are the current main
streams to improve the performance of extremely massive computing tasks. The developing
of computer hardware and parallel interface techniques promise the wider and wider utiliza
tion of high-performance parallelization. These parallel schemes of training images-based
stochastic simulations approve the application to high-resolution and large-scale simulations.

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Acknowledgements
This work was financially supported by the CAS Strategic Priority Research Program under
Grant XDB10030402 and the CNPC-CAS Strategic cooperation Research Program
(2015A-4812) and the Fundamental Research Funds for the Central Universities
(WK2090050038).

Author details
Tao Huang and Detang Lu
*Address all correspondence to: thwang@ustc.edu.cn
University of Science and Technology of China, Hefei, Anhui, China

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